UC WAR. CALL 12/24 ILU/ DE000HD789A7 /
| 11/8/2024 9:40:42 AM | Chg.-0.0400 | Bid10:00:28 AM | Ask10:00:28 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -7.55% | 0.4900 Bid Size: 8,000 |
0.5800 Ask Size: 8,000 |
Illumina Inc | 160.00 USD | 12/18/2024 | Call |
Master data
| WKN: | HD789A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Illumina Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 USD |
| Maturity: | 12/18/2024 |
| Issue date: | 7/22/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.38 |
| Parity: | -0.45 |
| Time value: | 0.56 |
| Break-even: | 153.81 |
| Moneyness: | 0.97 |
| Premium: | 0.07 |
| Premium p.a.: | 0.86 |
| Spread abs.: | 0.03 |
| Spread %: | 5.66% |
| Delta: | 0.44 |
| Theta: | -0.10 |
| Omega: | 11.30 |
| Rho: | 0.06 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4900 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.52% | ||
|---|---|---|---|
| 1 Month | -2.00% | ||
| 3 Months | -18.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.3700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5270 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 288.16% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
